Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPOthreshold and PPO.Entry.Timeframe

BEST PARAMETERS
PPOthreshold = -0.5
PPO.Entry.Timeframe = 15
Profit account= 58 (per day adjusted to desire% DD )
Activity = 9.39 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPOthreshold = -0.5 and PPO.Entry.Timeframe = 15

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
246 160549.48 874.16 57314.18 9 544 382 -191.0 -0.5 15 USDCHF 191.0473 5.2343068 1570.29203 8403.652 9.613403 0.6223117 No
6 709898.25 874.72 359351.05 10 1088 795 -1197.8 -0.5 15 AUDUSD 1197.8368 0.8348382 250.45147 5926.502 6.775313 1.2438266 Yes
306 519519.88 874.52 265778.61 8 1300 928 -885.9 -0.5 15 XAUUSD 885.9287 1.1287590 338.62770 5864.127 6.705538 1.4865298 Yes
66 321245.30 874.45 177737.72 9 719 490 -592.5 -0.5 15 EURJPY 592.4591 1.6878803 506.36410 5422.236 6.200739 0.8222311 Yes
126 278591.47 871.77 167063.62 8 851 598 -556.9 -0.5 15 GBPJPY 556.8787 1.7957231 538.71693 5002.731 5.738591 0.9761749 Yes
96 752784.25 865.21 512013.62 12 524 367 -1706.7 -0.5 15 EURUSD 1706.7121 0.5859219 175.77657 4410.728 5.097870 0.6056333 Yes
36 51210.33 848.60 36403.28 6 292 207 -121.3 -0.5 15 EURGBP 121.3443 8.2410156 2472.30469 4220.251 4.973193 0.3440962 No
186 428552.56 874.58 424391.25 10 1139 851 -1414.6 -0.5 15 NZDUSD 1414.6375 0.7068949 212.06846 3029.416 3.463852 1.3023394 Yes
156 1609792.90 865.00 1661251.37 10 636 459 -5537.5 -0.5 15 GBPUSD 5537.5046 0.1805868 54.17603 2907.073 3.360778 0.7352601 Yes
276 1053698.00 871.87 1136907.50 11 684 482 -3789.7 -0.5 15 USDJPY 3789.6917 0.2638737 79.16211 2780.432 3.189044 0.7845206 Yes
216 161279.62 864.57 215399.27 9 436 311 -718.0 -0.5 15 USDCAD 717.9976 1.3927624 417.82871 2246.242 2.598103 0.5042969 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 1.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5